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815.worksheet10 - the vector norm function above(use 10-7...

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Biostatistics 615/815 Problem Set 9 Due Friday, December 3, 2004 Consider the vector norm function: = = i i x f 2 ) ( x x The function has minimum 0 when x = 0 . We will use this function to examine the efficacy of the Nelder-Mead algorithm for function minimization. For k = 1 to 20 dimensions, generate random starting vectors of k random elements, where each element varies between value between -100 and 100. With these vectors as starting points, use the Nelder-Mead algorithm to find the minimum of
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Unformatted text preview: the vector norm function above (use 10-7 as the relative accuracy threshold). Then graph: a) The total number of function evaluations carried out for each k . b) The norm evaluated at the minimum point identified by the Nelder-Mead routine. c) Repeat part a) using the vector (in k dimensions) as the starting point for the minimization routine....
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